更新時間: 2019年7月15日 PM 7:42:45
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
29/04/19 14.840% 29892.81 11.294% 11.752% +3.088% 11.752% +3.088%
30/04/19 14.470% 29699.11 11.653% 11.587% +2.883% 14.442% +0.028%
02/05/19 14.330% 29944.18 11.436% 11.337% +2.993% 13.944% +0.386%
03/05/19 14.870% 30081.55 9.881% 11.081% +3.789% 13.538% +1.332%
06/05/19 18.290% 29209.82 14.304% 11.714% +6.576% 14.023% +4.267%
07/05/19 17.760% 29363.02 13.976% 12.250% +5.510% 14.564% +3.196%
08/05/19 19.520% 29003.20 14.443% 12.808% +6.712% 15.122% +4.398%
09/05/19 23.540% 28311.07 16.320% 13.785% +9.755% 16.162% +7.378%
10/05/19 21.070% 28550.24 16.808% 15.170% +5.900% 17.662% +3.408%
14/05/19 20.900% 28122.02 17.287% 15.767% +5.133% 17.839% +3.061%
15/05/19 18.750% 28268.71 17.057% 16.383% +2.367% 18.401% +0.349%
16/05/19 18.260% 28275.07 17.091% 16.912% +1.348% 18.857% -0.597%
17/05/19 18.980% 27946.46 17.279% 17.104% +1.876% 18.930% +0.050%
20/05/19 18.810% 27787.61 16.951% 17.133% +1.677% 18.540% +0.270%
21/05/19 18.210% 27657.24 16.945% 17.064% +1.146% 18.326% -0.116%
22/05/19 18.530% 27705.94 16.909% 17.035% +1.495% 18.154% +0.376%
23/05/19 19.680% 27267.13 17.380% 17.093% +2.587% 18.075% +1.605%
24/05/19 19.110% 27353.93 17.433% 17.124% +1.986% 17.968% +1.142%
27/05/19 19.420% 27288.09 17.035% 17.141% +2.279% 17.563% +1.857%
28/05/19 18.750% 27390.81 17.257% 17.203% +1.547% 17.485% +1.265%
29/05/19 19.500% 27235.71 17.037% 17.228% +2.272% 17.370% +2.130%
30/05/19 19.490% 27114.88 16.786% 17.110% +2.380% 17.110% +2.380%
31/05/19 20.850% 26901.09 16.636% 16.950% +3.900% 20.709% +0.141%
03/06/19 20.930% 26893.86 16.694% 16.882% +4.048% 20.210% +0.720%
04/06/19 19.720% 26761.52 13.101% 16.051% +3.669% 19.083% +0.637%
05/06/19 17.600% 26895.44 13.339% 15.311% +2.289% 18.078% -0.478%
06/06/19 17.030% 26965.28 12.961% 14.546% +2.484% 17.055% -0.025%
10/06/19 16.940% 27578.64 13.550% 13.929% +3.011% 15.874% +1.066%
11/06/19 16.990% 27789.34 13.337% 13.257% +3.733% 15.000% +1.990%
12/06/19 18.180% 27308.46 13.906% 13.418% +4.762% 15.072% +3.108%
13/06/19 18.160% 27294.71 13.618% 13.474% +4.686% 15.024% +3.136%
14/06/19 18.070% 27118.35 13.666% 13.615% +4.455% 15.069% +3.001%
17/06/19 17.830% 27227.16 13.458% 13.597% +4.233% 14.714% +3.116%
18/06/19 18.060% 27498.77 13.962% 13.722% +4.338% 14.736% +3.324%
19/06/19 17.760% 28202.14 16.479% 14.237% +3.523% 15.172% +2.588%
20/06/19 17.430% 28550.43 16.807% 14.874% +2.556% 15.730% +1.700%
21/06/19 17.400% 28473.71 16.404% 15.422% +1.978% 16.182% +1.218%
24/06/19 17.540% 28513.00 16.183% 15.967% +1.573% 16.360% +1.180%
25/06/19 18.030% 28185.98 16.854% 16.545% +1.485% 16.817% +1.213%
26/06/19 18.630% 28221.98 16.627% 16.575% +2.055% 16.711% +1.919%
27/06/19 17.980% 28621.42 17.139% 16.641% +1.339% 16.641% +1.339%
28/06/19 17.480% 28542.62 17.246% 16.810% +0.670% 21.228% -3.748%
02/07/19 15.250% 28875.56 17.465% 17.066% -1.816% 20.991% -5.741%
03/07/19 14.810% 28855.14 17.425% 17.180% -2.370% 20.991% -6.181%
04/07/19 14.250% 28795.77 17.546% 17.364% -3.114% 21.072% -6.822%
05/07/19 14.700% 28774.83 17.280% 17.392% -2.692% 20.964% -6.264%
08/07/19 15.580% 28331.69 18.320% 17.607% -2.027% 20.789% -5.209%
09/07/19 15.830% 28116.28 16.480% 17.410% -1.580% 20.413% -4.583%
10/07/19 15.520% 28204.69 16.183% 17.162% -1.642% 19.981% -4.461%
11/07/19 14.690% 28431.80 15.276% 16.708% -2.018% 19.315% -4.625%
12/07/19 14.210% 28471.62 15.271% 16.306% -2.096% 18.717% -4.507%
15/07/19 14.780% 28554.88 15.190% 15.680% -0.900% 17.612% -2.832%